Jorg Lotze

Xcelerit

28-32 Upper Pembroke Street

Dublin, Dublin 2

Ireland

SCHOLARLY PAPERS

1

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57

CITATIONS

0

Scholarly Papers (1)

1.

A Portable and Fast Stochastic Volatility Model Calibration Using Multi and Many-Core Processors

Number of pages: 6 Posted: 06 Oct 2014
Illinois Institute of Technology, Xcelerit and Old Dominion University
Downloads 57 (361,343)

Abstract:

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Calibration, Stochastic Volatility, GPGPU